+109.0%
IJR vs CHWY
-43.2%
+152.2%
-42.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CHWY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -3.0% | +3.6% | +0.9% |
| 7D | -2.2% | -13.6% | +11.4% | -0.4% |
| 30D | -4.6% | -8.5% | +3.9% | -3.7% |
| 3M | +0.2% | +8.9% | -8.7% | -1.3% |
| 6M | +14.7% | -20.5% | +35.2% | +17.2% |
| YTD | +18.9% | -38.2% | +57.0% | +25.0% |
| 1Y | +19.9% | -43.3% | +63.2% | +27.3% |
| 3Y | +53.0% | -8.5% | +61.6% | +47.9% |
| 5Y | +40.9% | -72.7% | +113.6% | +47.8% |
| All | +109.0% | -43.2% | +152.2% | +74.7% |
Cumulative growth
Daily Returns
Daily percentage return beside CHWY.
Daily Out/Under-Performance
Portfolio return minus CHWY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CHWY return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CHWY wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling